Weak comonotonicity
Year of publication: |
2020
|
---|---|
Authors: | Wang, Ruodu ; Zitikis, Ričardas |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 282.2020, 1 (1.4.), p. 386-397
|
Subject: | Finance | Comonotonicity | Conditional beta | Risk aggregation | Theorie | Theory | Betafaktor | Beta risk | Risiko | Risk | CAPM | Aggregation |
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